+115.0%
UMC vs MDB
-8.5%
+123.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.8% |
| 7D | -14.7% | -16.5% | +1.9% | -12.9% |
| 30D | -32.9% | -8.6% | -24.3% | -32.0% |
| 3M | -22.2% | -13.6% | -8.6% | -21.2% |
| 6M | +25.9% | +24.1% | +1.8% | +21.1% |
| YTD | +107.9% | -21.8% | +129.7% | +115.1% |
| 1Y | +115.0% | -7.7% | +122.8% | +116.1% |
| All | +115.0% | -8.5% | +123.6% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling